Strategy Tester Report
EA_GJmulti_1.07
| 通貨ペア | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| 期間 | 15分足(M15) 2007.01.01 02:00 - 2022.08.29 23:45 (2007.01.01 - 2022.08.30) | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| パラメーター | Slippage=3; 許容スプレッド=50; 複利運用基準値=0; トレードモード=""; 最大ポジション=4; BBbreak_M15_MagicNumber=33100001; BBbreak_M15_Lots=0.1; BBbreak_M15_週末決済=""; BBbreak_M15_再エントリー抑止足数=1; BBbreak_M15_最大テイクプロフィット=300; BBbreak_M15_最大ストップロス=75; HLband_H4_MagicNumber=32610101; HLband_H4_Lots=0.1; HLband_H4_最大テイクプロフィット=480; HLband_H4_最大ストップロス=55; HLband_M15_MagicNumber=32630101; HLband_M15_Lots=0.1; HLband_M15_再エントリー抑止足数=4; HLband_M15_最大テイクプロフィット=340; HLband_M15_最大ストップロス=95; BBexpand_H1_MagicNumber=32015200; BBexpand_H1_Lots=0.1; BBexpand_H1_最大テイクプロフィット=240; BBexpand_H1_最大ストップロス=58; BBbW_M15_MagicNumber=33101001; BBbW_M15_LotsL1=0; BBbW_M15_LotsL2=0; BBbW_M15_最大テイクプロフィット=320; BBbW_M15_最大ストップロス=1000; BBHL_MagicNumberB=34101101; BBHL_MagicNumberS=34101201; BBHL_Lots=0.1; 両建て=""; BBHL_最大テイクプロフィット=168; BBHL_最大ストップロス=400; | ||||
| テストバー数 | 391119 | モデルティック数 | 397124361 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 500000.00 | スプレッド | 変動 | ||
| 純益 | 12650280.00 | 総利益 | 30492890.00 | 総損失 | -17842610.00 |
| プロフィットファクタ | 1.71 | 期待利得 | 2520.98 | ||
| 絶対ドローダウン | 3510.00 | 最大ドローダウン | 271850.00 (2.90%) | 相対ドローダウン | 22.09% (204820.00) |
| 総取引数 | 5018 | 売りポジション(勝率%） | 2553 (45.20%) | 買いポジション(勝率%） | 2465 (46.90%) |
| 勝率(%) | 2310 (46.03%) | 負率 (%) | 2708 (53.97%) | ||
| 最大 | 勝トレード | 59930.00 | 敗トレード | -40990.00 | |
| 平均 | 勝トレード | 13200.39 | 敗トレード | -6588.85 | |
| 最大 | 連勝(金額) | 15 (188390.00) | 連敗(金額) | 17 (-112640.00) | |
| 最大 | 連勝(トレード数) | 239680.00 (13) | 連敗(トレード数) | -122930.00 (10) | |
| 平均 | 連勝 | 2 | 連敗 | 3 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 301 | 2007.05.10 10:51 | s/l | 136 | 0.10 | 239.778 | 239.780 | 234.430 | -5530.00 | 749520.00 |
| 302 | 2007.05.10 10:51 | s/l | 139 | 0.10 | 239.790 | 239.790 | 237.260 | -8600.00 | 740920.00 |
| 303 | 2007.05.10 14:00 | sell | 141 | 0.10 | 239.243 | 239.920 | 236.320 | ||
| 304 | 2007.05.10 20:30 | modify | 141 | 0.10 | 239.243 | 238.220 | 236.320 | ||
| 305 | 2007.05.10 20:45 | sell | 142 | 0.10 | 237.460 | 238.220 | 234.470 | ||
| 306 | 2007.05.10 21:00 | sell | 143 | 0.10 | 237.366 | 239.790 | 235.730 | ||
| 307 | 2007.05.11 13:00 | close | 143 | 0.10 | 236.910 | 239.790 | 235.730 | 4560.00 | 745480.00 |
| 308 | 2007.05.11 17:54 | s/l | 141 | 0.10 | 238.224 | 238.220 | 236.320 | 10190.00 | 755670.00 |
| 309 | 2007.05.11 17:54 | s/l | 142 | 0.10 | 238.224 | 238.220 | 234.470 | -7640.00 | 748030.00 |
| 310 | 2007.05.15 18:15 | buy | 144 | 0.10 | 238.680 | 237.880 | 241.630 | ||
| 311 | 2007.05.16 09:00 | buy | 145 | 0.10 | 239.149 | 238.520 | 241.500 | ||
| 312 | 2007.05.16 19:00 | close | 145 | 0.10 | 238.747 | 238.520 | 241.500 | -4020.00 | 744010.00 |
| 313 | 2007.05.17 19:30 | close | 144 | 0.10 | 239.529 | 237.880 | 241.630 | 8490.00 | 752500.00 |
| 314 | 2007.05.17 19:30 | buy | 146 | 0.10 | 239.548 | 238.770 | 242.520 | ||
| 315 | 2007.05.18 11:00 | buy | 147 | 0.10 | 239.785 | 239.160 | 242.140 | ||
| 316 | 2007.05.18 11:30 | s/l | 147 | 0.10 | 239.154 | 239.160 | 242.140 | -6310.00 | 746190.00 |
| 317 | 2007.05.18 11:45 | close | 146 | 0.10 | 239.344 | 238.770 | 242.520 | -2040.00 | 744150.00 |
| 318 | 2007.05.18 14:45 | sell | 148 | 0.10 | 238.245 | 239.050 | 235.450 | ||
| 319 | 2007.05.18 15:00 | sell | 149 | 0.10 | 238.216 | 239.910 | 236.530 | ||
| 320 | 2007.05.18 17:15 | s/l | 148 | 0.10 | 239.050 | 239.050 | 235.450 | -8050.00 | 736100.00 |
| 321 | 2007.05.21 03:17 | buy | 150 | 0.10 | 239.377 | 238.550 | 242.150 | ||
| 322 | 2007.05.22 14:00 | buy | 151 | 0.10 | 239.644 | 238.850 | 242.600 | ||
| 323 | 2007.05.22 18:12 | s/l | 149 | 0.10 | 239.911 | 239.910 | 236.530 | -16950.00 | 719150.00 |
| 324 | 2007.05.22 20:00 | buy | 152 | 0.10 | 240.096 | 239.510 | 244.860 | ||
| 325 | 2007.05.22 23:30 | close | 150 | 0.10 | 240.068 | 238.550 | 242.150 | 6910.00 | 726060.00 |
| 326 | 2007.05.23 05:45 | buy | 153 | 0.10 | 240.342 | 239.350 | 243.700 | ||
| 327 | 2007.05.23 13:30 | modify | 151 | 0.10 | 239.644 | 239.890 | 242.600 | ||
| 328 | 2007.05.24 15:15 | close | 151 | 0.10 | 241.157 | 239.890 | 242.600 | 15130.00 | 741190.00 |
| 329 | 2007.05.25 02:00 | close | 153 | 0.10 | 240.883 | 239.350 | 243.700 | 5410.00 | 746600.00 |
| 330 | 2007.05.29 07:00 | sell | 154 | 0.10 | 240.684 | 241.880 | 239.010 | ||
| 331 | 2007.05.29 13:00 | sell | 155 | 0.10 | 241.192 | 242.000 | 238.400 | ||
| 332 | 2007.05.29 20:30 | sell | 156 | 0.10 | 240.764 | 241.515 | 237.765 | ||
| 333 | 2007.05.30 02:02 | sell | 157 | 0.10 | 240.734 | 241.320 | 238.340 | ||
| 334 | 2007.05.30 05:00 | close | 157 | 0.10 | 240.832 | 241.320 | 238.340 | -980.00 | 745620.00 |
| 335 | 2007.05.30 10:00 | sell | 158 | 0.10 | 240.521 | 241.110 | 238.130 | ||
| 336 | 2007.05.30 12:00 | close | 158 | 0.10 | 240.714 | 241.110 | 238.130 | -1930.00 | 743690.00 |
| 337 | 2007.05.30 12:00 | buy | 159 | 0.10 | 240.707 | 240.080 | 243.060 | ||
| 338 | 2007.05.30 13:01 | close | 159 | 0.10 | 240.462 | 240.080 | 243.060 | -2450.00 | 741240.00 |
| 339 | 2007.05.30 13:01 | sell | 160 | 0.10 | 240.463 | 241.060 | 238.080 | ||
| 340 | 2007.05.30 22:00 | close | 160 | 0.10 | 240.192 | 241.060 | 238.080 | 2710.00 | 743950.00 |
| 341 | 2007.05.31 09:15 | close | 155 | 0.10 | 240.124 | 242.000 | 238.400 | 10680.00 | 754630.00 |
| 342 | 2007.05.31 21:45 | close | 156 | 0.10 | 241.030 | 241.515 | 237.765 | -2660.00 | 751970.00 |
| 343 | 2007.06.01 18:56 | s/l | 154 | 0.10 | 241.884 | 241.880 | 239.010 | -12000.00 | 739970.00 |
| 344 | 2007.06.01 19:00 | buy | 161 | 0.10 | 241.838 | 241.060 | 244.810 | ||
| 345 | 2007.06.01 21:00 | buy | 162 | 0.10 | 241.990 | 241.000 | 245.350 | ||
| 346 | 2007.06.05 17:15 | close | 162 | 0.10 | 242.286 | 241.000 | 245.350 | 2960.00 | 742930.00 |
| 347 | 2007.06.05 20:15 | close | 161 | 0.10 | 241.927 | 241.060 | 244.810 | 890.00 | 743820.00 |
| 348 | 2007.06.06 12:00 | close | 152 | 0.10 | 241.693 | 239.510 | 244.860 | 15970.00 | 759790.00 |
| 349 | 2007.06.06 12:00 | sell | 163 | 0.10 | 241.684 | 242.210 | 236.860 | ||
| 350 | 2007.06.06 12:00 | sell | 164 | 0.10 | 241.695 | 243.000 | 239.980 | ||
| 351 | 2007.06.06 14:45 | sell | 165 | 0.10 | 241.222 | 241.960 | 238.210 | ||
| 352 | 2007.06.07 09:12 | s/l | 165 | 0.10 | 241.967 | 241.960 | 238.210 | -7450.00 | 752340.00 |
| 353 | 2007.06.07 14:30 | buy | 166 | 0.10 | 241.172 | 240.330 | 243.930 | ||
| 354 | 2007.06.07 15:15 | sell | 167 | 0.10 | 240.700 | 241.440 | 237.690 | ||
| 355 | 2007.06.07 18:11 | s/l | 166 | 0.10 | 240.328 | 240.330 | 243.930 | -8440.00 | 743900.00 |
| 356 | 2007.06.07 19:09 | t/p | 164 | 0.10 | 239.972 | 243.000 | 239.980 | 17230.00 | 761130.00 |
| 357 | 2007.06.07 20:15 | modify | 167 | 0.10 | 240.700 | 239.910 | 237.690 | ||
| 358 | 2007.06.07 21:00 | sell | 168 | 0.10 | 239.199 | 243.000 | 237.510 | ||
| 359 | 2007.06.08 03:30 | s/l | 167 | 0.10 | 239.918 | 239.910 | 237.690 | 7820.00 | 768950.00 |
| 360 | 2007.06.08 11:00 | close | 168 | 0.10 | 238.164 | 243.000 | 237.510 | 10350.00 | 779300.00 |
| 361 | 2007.06.12 11:15 | buy | 169 | 0.10 | 240.213 | 239.430 | 243.180 | ||
| 362 | 2007.06.13 03:00 | sell | 170 | 0.10 | 239.933 | 240.740 | 237.140 | ||
| 363 | 2007.06.13 07:04 | s/l | 170 | 0.10 | 240.732 | 240.740 | 237.140 | -7990.00 | 771310.00 |
| 364 | 2007.06.13 10:15 | modify | 169 | 0.10 | 240.213 | 240.495 | 243.180 | ||
| 365 | 2007.06.13 11:30 | close | 169 | 0.10 | 241.087 | 240.495 | 243.180 | 8740.00 | 780050.00 |
| 366 | 2007.06.13 17:45 | buy | 171 | 0.10 | 241.326 | 240.540 | 244.290 | ||
| 367 | 2007.06.13 22:59 | s/l | 163 | 0.10 | 242.217 | 242.210 | 236.860 | -5330.00 | 774720.00 |
| 368 | 2007.06.14 18:00 | close | 171 | 0.10 | 242.034 | 240.540 | 244.290 | 7080.00 | 781800.00 |
| 369 | 2007.06.15 10:45 | buy | 172 | 0.10 | 242.825 | 242.040 | 245.790 | ||
| 370 | 2007.06.15 11:45 | buy | 173 | 0.10 | 243.189 | 242.200 | 246.550 | ||
| 371 | 2007.06.15 12:00 | buy | 174 | 0.10 | 243.292 | 242.710 | 248.060 | ||
| 372 | 2007.06.15 17:30 | modify | 172 | 0.10 | 242.825 | 243.280 | 245.790 | ||
| 373 | 2007.06.18 11:00 | close | 172 | 0.10 | 244.814 | 243.280 | 245.790 | 19890.00 | 801690.00 |
| 374 | 2007.06.18 20:00 | modify | 173 | 0.10 | 243.189 | 244.200 | 246.550 | ||
| 375 | 2007.06.19 08:00 | close | 173 | 0.10 | 245.212 | 244.200 | 246.550 | 20230.00 | 821920.00 |
| 376 | 2007.06.19 16:30 | sell | 175 | 0.10 | 245.177 | 245.985 | 242.385 | ||
| 377 | 2007.06.20 11:00 | close | 175 | 0.10 | 245.263 | 245.985 | 242.385 | -860.00 | 821060.00 |
| 378 | 2007.06.20 11:00 | buy | 176 | 0.10 | 245.260 | 244.420 | 248.020 | ||
| 379 | 2007.06.20 12:15 | buy | 177 | 0.10 | 245.614 | 244.830 | 248.580 | ||
| 380 | 2007.06.21 12:30 | close | 177 | 0.10 | 246.138 | 244.830 | 248.580 | 5240.00 | 826300.00 |
| 381 | 2007.06.22 07:15 | close | 176 | 0.10 | 246.780 | 244.420 | 248.020 | 15200.00 | 841500.00 |
| 382 | 2007.06.22 09:15 | buy | 178 | 0.10 | 247.218 | 246.400 | 250.150 | ||
| 383 | 2007.06.22 09:15 | buy | 179 | 0.10 | 247.229 | 246.200 | 250.550 | ||
| 384 | 2007.06.25 09:30 | close | 178 | 0.10 | 247.614 | 246.400 | 250.150 | 3960.00 | 845460.00 |
| 385 | 2007.06.26 05:30 | close | 179 | 0.10 | 246.967 | 246.200 | 250.550 | -2620.00 | 842840.00 |
| 386 | 2007.06.26 11:30 | sell | 180 | 0.10 | 246.202 | 246.950 | 243.200 | ||
| 387 | 2007.06.26 12:00 | close | 174 | 0.10 | 245.936 | 242.710 | 248.060 | 26440.00 | 869280.00 |
| 388 | 2007.06.26 12:00 | sell | 181 | 0.10 | 245.933 | 246.480 | 241.130 | ||
| 389 | 2007.06.26 18:46 | s/l | 181 | 0.10 | 246.498 | 246.480 | 241.130 | -5650.00 | 863630.00 |
| 390 | 2007.06.26 18:58 | s/l | 180 | 0.10 | 246.950 | 246.950 | 243.200 | -7480.00 | 856150.00 |
| 391 | 2007.06.27 00:01 | sell | 182 | 0.10 | 246.323 | 246.900 | 241.550 | ||
| 392 | 2007.06.27 02:30 | sell | 183 | 0.10 | 245.564 | 246.280 | 242.530 | ||
| 393 | 2007.06.27 09:45 | modify | 183 | 0.10 | 245.564 | 245.180 | 242.530 | ||
| 394 | 2007.06.27 22:51 | s/l | 183 | 0.10 | 245.172 | 245.180 | 242.530 | 3920.00 | 860070.00 |
| 395 | 2007.06.29 05:57 | s/l | 182 | 0.10 | 246.902 | 246.900 | 241.550 | -5790.00 | 854280.00 |
| 396 | 2007.06.29 18:00 | buy | 184 | 0.10 | 247.831 | 247.050 | 250.800 | ||
| 397 | 2007.06.29 21:07 | s/l | 184 | 0.10 | 247.052 | 247.050 | 250.800 | -7790.00 | 846490.00 |
| 398 | 2007.07.02 09:15 | sell | 185 | 0.10 | 247.162 | 247.965 | 244.365 | ||
| 399 | 2007.07.04 05:30 | close | 185 | 0.10 | 246.890 | 247.965 | 244.365 | 2720.00 | 849210.00 |
| 400 | 2007.07.04 13:00 | buy | 186 | 0.10 | 247.212 | 246.040 | 248.630 | ||
| 401 | 2007.07.04 20:30 | buy | 187 | 0.10 | 247.311 | 246.501 | 250.251 | ||
| 402 | 2007.07.05 11:30 | buy | 188 | 0.10 | 247.146 | 246.310 | 249.910 | ||
| 403 | 2007.07.05 17:15 | close | 188 | 0.10 | 247.177 | 246.310 | 249.910 | 310.00 | 849520.00 |
| 404 | 2007.07.05 17:15 | sell | 189 | 0.10 | 247.173 | 247.970 | 244.370 | ||
| 405 | 2007.07.05 20:45 | close | 187 | 0.10 | 247.078 | 246.501 | 250.251 | -2330.00 | 847190.00 |
| 406 | 2007.07.05 23:00 | buy | 190 | 0.10 | 247.425 | 246.820 | 249.800 | ||
| 407 | 2007.07.06 09:00 | buy | 191 | 0.10 | 247.645 | 246.880 | 250.630 | ||
| 408 | 2007.07.06 15:33 | s/l | 189 | 0.10 | 247.985 | 247.970 | 244.370 | -8120.00 | 839070.00 |
| 409 | 2007.07.06 20:00 | buy | 192 | 0.10 | 248.040 | 247.460 | 252.810 | ||
| 410 | 2007.07.09 06:36 | t/p | 186 | 0.10 | 248.633 | 246.040 | 248.630 | 14210.00 | 853280.00 |
| 411 | 2007.07.09 07:00 | buy | 193 | 0.10 | 248.670 | 246.570 | 250.100 | ||
| 412 | 2007.07.09 09:15 | close | 191 | 0.10 | 248.522 | 246.880 | 250.630 | 8770.00 | 862050.00 |
| 413 | 2007.07.09 15:30 | buy | 194 | 0.10 | 248.788 | 247.800 | 252.150 | ||
| 414 | 2007.07.10 15:14 | s/l | 194 | 0.10 | 247.791 | 247.800 | 252.150 | -9970.00 | 852080.00 |
| 415 | 2007.07.10 15:59 | s/l | 192 | 0.10 | 247.467 | 247.460 | 252.810 | -5730.00 | 846350.00 |
| 416 | 2007.07.10 16:00 | close | 190 | 0.10 | 247.449 | 246.820 | 249.800 | 240.00 | 846590.00 |
| 417 | 2007.07.11 00:07 | sell | 195 | 0.10 | 246.796 | 247.600 | 243.850 | ||
| 418 | 2007.07.11 00:34 | s/l | 193 | 0.10 | 246.544 | 246.570 | 250.100 | -21260.00 | 825330.00 |
| 419 | 2007.07.11 01:30 | modify | 195 | 0.10 | 246.796 | 246.210 | 243.850 | ||
| 420 | 2007.07.11 01:40 | s/l | 195 | 0.10 | 246.219 | 246.210 | 243.850 | 5770.00 | 831100.00 |
| 421 | 2007.07.11 02:00 | sell | 196 | 0.10 | 246.010 | 246.630 | 242.880 | ||
| 422 | 2007.07.11 02:34 | s/l | 196 | 0.10 | 246.635 | 246.630 | 242.880 | -6250.00 | 824850.00 |
| 423 | 2007.07.11 03:00 | sell | 197 | 0.10 | 246.683 | 248.800 | 245.010 | ||
| 424 | 2007.07.11 09:00 | close | 197 | 0.10 | 245.724 | 248.800 | 245.010 | 9590.00 | 834440.00 |
| 425 | 2007.07.11 14:45 | buy | 198 | 0.10 | 247.029 | 246.200 | 249.800 | ||
| 426 | 2007.07.12 16:45 | close | 198 | 0.10 | 248.326 | 246.200 | 249.800 | 12970.00 | 847410.00 |
| 427 | 2007.07.12 16:45 | sell | 199 | 0.10 | 248.326 | 249.130 | 245.530 | ||
| 428 | 2007.07.13 14:46 | buy | 200 | 0.10 | 248.840 | 248.050 | 251.800 | ||
| 429 | 2007.07.13 23:22 | s/l | 200 | 0.10 | 248.044 | 248.050 | 251.800 | -7960.00 | 839450.00 |
| 430 | 2007.07.16 00:00 | sell | 201 | 0.10 | 248.138 | 248.970 | 246.450 | ||
| 431 | 2007.07.16 09:00 | close | 199 | 0.10 | 248.257 | 249.130 | 245.530 | 690.00 | 840140.00 |
| 432 | 2007.07.16 09:00 | buy | 202 | 0.10 | 248.251 | 247.420 | 251.020 | ||
| 433 | 2007.07.16 10:00 | sell | 203 | 0.10 | 248.046 | 248.620 | 245.640 | ||
| 434 | 2007.07.16 17:55 | s/l | 203 | 0.10 | 248.612 | 248.620 | 245.640 | -5660.00 | 834480.00 |
| 435 | 2007.07.16 18:00 | buy | 204 | 0.10 | 248.569 | 247.940 | 250.920 | ||
| 436 | 2007.07.16 20:55 | s/l | 204 | 0.10 | 247.930 | 247.940 | 250.920 | -6390.00 | 828090.00 |
| 437 | 2007.07.16 21:00 | sell | 205 | 0.10 | 247.988 | 248.560 | 245.580 | ||
| 438 | 2007.07.16 22:01 | close | 205 | 0.10 | 248.181 | 248.560 | 245.580 | -1930.00 | 826160.00 |
| 439 | 2007.07.16 22:01 | buy | 206 | 0.10 | 248.175 | 247.560 | 250.540 | ||
| 440 | 2007.07.17 11:45 | buy | 207 | 0.10 | 248.680 | 247.900 | 251.650 | ||
| 441 | 2007.07.17 12:14 | s/l | 201 | 0.10 | 248.969 | 248.970 | 246.450 | -8310.00 | 817850.00 |
| 442 | 2007.07.17 16:00 | buy | 208 | 0.10 | 249.999 | 249.410 | 254.760 | ||
| 443 | 2007.07.17 16:00 | modify | 207 | 0.10 | 248.680 | 248.990 | 251.650 | ||
| 444 | 2007.07.17 19:00 | modify | 202 | 0.10 | 248.251 | 249.360 | 251.020 | ||
| 445 | 2007.07.17 22:00 | close | 206 | 0.10 | 250.398 | 247.560 | 250.540 | 22230.00 | 840080.00 |
| 446 | 2007.07.18 05:15 | close | 202 | 0.10 | 249.744 | 249.360 | 251.020 | 14930.00 | 855010.00 |
| 447 | 2007.07.18 12:00 | close | 207 | 0.10 | 250.256 | 248.990 | 251.650 | 15760.00 | 870770.00 |
| 448 | 2007.07.18 13:00 | sell | 209 | 0.10 | 250.184 | 250.980 | 247.380 | ||
| 449 | 2007.07.19 13:30 | close | 209 | 0.10 | 250.062 | 250.980 | 247.380 | 1220.00 | 871990.00 |
| 450 | 2007.07.19 13:30 | buy | 210 | 0.10 | 250.050 | 249.240 | 252.840 | ||